Javier de Frutos

Orcid: 0000-0002-5012-6061

Affiliations:
  • University of Valladolid, Spain


According to our database1, Javier de Frutos authored at least 35 papers between 2000 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2023
Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach.
SIAM J. Control. Optim., April, 2023

Optimal bounds for POD approximations of infinite horizon control problems based on time derivatives.
CoRR, 2023

2022
Investment in Cleaner Technologies in a Transboundary Pollution Dynamic Game: A Numerical Investigation.
Dyn. Games Appl., 2022

2021
Corrigenda: Fully Discrete Approximations to the Time-dependent Navier-Stokes Equations with a Projection Method in Time and Grad-div Stabilization.
J. Sci. Comput., 2021

A pseudospectral method for option pricing with transaction costs under exponential utility.
J. Comput. Appl. Math., 2021

On Discrete-Time Approximations to Infinite Horizon Differential Games.
CoRR, 2021

Equilibrium strategies in a multiregional transboundary pollution differential game with spatially distributed controls.
Autom., 2021

2019
Fully Discrete Approximations to the Time-Dependent Navier-Stokes Equations with a Projection Method in Time and Grad-Div Stabilization.
J. Sci. Comput., 2019

An extension of Heston's SV model to stochastic interest rates.
J. Comput. Appl. Math., 2019

Spatial vs. non-spatial transboundary pollution control in a class of cooperative and non-cooperative dynamic games.
Eur. J. Oper. Res., 2019

Grad-div stabilization for the time-dependent Boussinesq equations with inf-sup stable finite elements.
Appl. Math. Comput., 2019

2018
Error Analysis of Projection Methods for Non inf-sup Stable Mixed Finite Elements: The Navier-Stokes Equations.
J. Sci. Comput., 2018

Selection of a Markov Perfect Nash Equilibrium in a Class of Differential Games.
Dyn. Games Appl., 2018

Error analysis of projection methods for non inf-sup stable mixed finite elements. The transient Stokes problem.
Appl. Math. Comput., 2018

Analysis of the grad-div stabilization for the time-dependent Navier-Stokes equations with inf-sup stable finite elements.
Adv. Comput. Math., 2018

2017
A spectral method for an Optimal Investment problem with transaction costs under Potential Utility.
J. Comput. Appl. Math., 2017

Chebyshev reduced basis function applied to option valuation.
Comput. Manag. Sci., 2017

2016
Local Error Estimates for the SUPG Method Applied to Evolutionary Convection-Reaction-Diffusion Equations.
J. Sci. Comput., 2016

Grad-div Stabilization for the Evolutionary Oseen Problem with Inf-sup Stable Finite Elements.
J. Sci. Comput., 2016

Projection methods for incompressible flow problems with WENO finite difference schemes.
J. Comput. Phys., 2016

2015
Does Flexibility Facilitate Sustainability of Cooperation Over Time? A Case Study from Environmental Economics.
J. Optim. Theory Appl., 2015

2012
Static Two-Grid Mixed Finite-Element Approximations to the Navier-Stokes Equations.
J. Sci. Comput., 2012

Optimal error bounds for two-grid schemes applied to the Navier-Stokes equations.
Appl. Math. Comput., 2012

2011
A posteriori error estimations for mixed finite-element approximations to the Navier-Stokes equations.
J. Comput. Appl. Math., 2011

2010
Stabilization of Galerkin Finite Element Approximations to Transient Convection-Diffusion Problems.
SIAM J. Numer. Anal., 2010

ADI spectral collocation methods for parabolic problems.
J. Comput. Phys., 2010

Option Pricing Under GARCH Processes Using PDE Methods.
Oper. Res., 2010

2008
Postprocessing Finite-Element Methods for the Navier-Stokes Equations: The Fully Discrete Case.
SIAM J. Numer. Anal., 2008

A spectral method for bonds.
Comput. Oper. Res., 2008

2007
The Postprocessed Mixed Finite-Element Method for the Navier-Stokes Equations: Refined Error Bounds.
SIAM J. Numer. Anal., 2007

2006
Implicit-explicit Runge-Kutta methods for financial derivatives pricing models.
Eur. J. Oper. Res., 2006

2002
Postprocessing the Linear Finite Element Method.
SIAM J. Numer. Anal., 2002

2001
On error estimates for Galerkin spectral discretizations of parabolic problems with nonsmooth initial data.
Math. Comput., 2001

2000
A Spectral Element Method for the Navier-Stokes Equations with Improved Accuracy.
SIAM J. Numer. Anal., 2000

A postprocessed Galerkin method with Chebyshev or Legendre polynomials.
Numerische Mathematik, 2000


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